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	param	t-stat
$ω$	0.0260	18.85
$α$	0.1522	28.02
$β$	0.9850	1,340.17
$γ$	-0.0330	-7.92

V-Lab

S&P GSCI Petroleum Spot Index EGARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:36.69% (-1.60%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Petroleum Spot Index Analyses